-65.8%
BAX vs URA
+128.0%
-193.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | -5.5% | +7.4% | -12.8% | -6.3% |
| 3M | +33.5% | -8.4% | +41.9% | +34.3% |
| 6M | +35.9% | -12.7% | +48.6% | +37.0% |
| YTD | +35.4% | +7.8% | +27.6% | +33.0% |
| 1Y | +9.8% | +19.5% | -9.7% | +5.8% |
| 3Y | -32.7% | +116.4% | -149.2% | -41.0% |
| All | -65.8% | +128.0% | -193.8% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling